Pesadelos are incredibly hard to tame, and no one has ever tamed a Pesadelo without raising it from the egg. Once they do, however, adult Pesadelos are notoriously powerful. They can run so fast they become a blur, and if a magi is permitted to ride without the Pesadelo burning them, they will be able to traverse miles within minutes. Pesadelos can also become invisible at will, making it easy for them to sneak up on people. One quirk of the Pesadelo that makes even magi distrust them and their magi is that they seemingly have no, or very different, morals. A Pesadelo will obey their magi's commands without question, and in the past this has resulted in magis sending nightmares to others using their Pesadelo's powers. Pesadelos are also fascinated by death, and will often stop and stare at dead animals on the road, as if curious. This may be because Pesadelos do not die in the traditional sense - as their life grows to a close, they flicker like a candle, their bodies phasing in and out, and finally they will vanish from existence.

Pesadelos are shrouded in legends. The oldest tales speak of fiery horses who will give people rides to the underworld, and only those near death could see them. If a healthy person saw a Pesadelo and no one nearby was old or ill, the horse would choose that person as a victim and torture them with nightmares until the person died of fright. As a result, people often report sightings of this creature to the Keep, begging the magi to rid their village of the cursed horse of death. However, despite the legends, the Pesadelo typically wants little to do with humanity. They tend to stay near cemeteries, which is likely what engendered the legends, and the shine of their blue and green flames at night will make a person look sickly and cadaverous. But magi have established that they do not kill with nightmares, nor have they ever harmed humans of their own volition. However, they do consume meat, and some say that the preferred food of a wild Pesadelo is rotting flesh and bone.